Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 90 | — |
| Standard deviation | 11.77 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 8.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 84 | — |
| Standard deviation | 12.71 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 7.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 85 | — |
| Standard deviation | 12.06 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 9.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.14 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 278.73K | — |
| 3-year earnings growth | 11.12 | — |